Product matrix processes with symplectic and orthogonal invariance via symmetric functions

DOI10.1093/IMRN/RNAB045MaRDI QIDQ5089502zbMATH OpenOpenAlexFDO

Authors Andrew Ahn, Eugene Strahov

Publication date 19 July 2022

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.11979

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald processes introduced by Borodin and Corwin. Through this connection, we obtain explicit formulae for the distribution of singular values of a deterministic matrix multiplied by a truncated Haar orthogonal or symplectic matrix under conditions where the latter factor acts as a rank $1$ perturbation. Consequently, we generalize the recent Kieburg-Kuijlaars-Stivigny formula for the joint singular value density of a product of truncated unitary matrices to symplectic and orthogonal symmetry classes. Specializing to products of two symplectic matrices with a rank $1$ perturbative factor, we show that the squared singular values form a Pfaffian point process.

Recommendations

• Product matrix processes as limits of random plane partitions
• Singular value statistics of matrix products with truncated unitary matrices
• Multiplicative convolution of real asymmetric and real anti-symmetric matrices
• Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
• Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles

Cited in

(4)

• Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
• Product matrix processes as limits of random plane partitions
• Local limits in \(p\)-adic random matrix theory
• The intertwining property for -Laguerre processes and integral operators for Jack polynomials

This page was built for publication: Product matrix processes with symplectic and orthogonal invariance via symmetric functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5089502)